ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
113-24 |
112-18 |
-1-06 |
-1.0% |
116-30 |
| High |
113-24 |
112-24 |
-1-00 |
-0.9% |
117-00 |
| Low |
111-31 |
110-16 |
-1-15 |
-1.3% |
112-10 |
| Close |
112-12 |
110-21 |
-1-23 |
-1.5% |
113-25 |
| Range |
1-25 |
2-08 |
0-15 |
26.3% |
4-22 |
| ATR |
1-14 |
1-16 |
0-02 |
4.1% |
0-00 |
| Volume |
540,084 |
706,905 |
166,821 |
30.9% |
3,348,896 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-02 |
116-19 |
111-29 |
|
| R3 |
115-26 |
114-11 |
111-09 |
|
| R2 |
113-18 |
113-18 |
111-02 |
|
| R1 |
112-03 |
112-03 |
110-28 |
111-22 |
| PP |
111-10 |
111-10 |
111-10 |
111-03 |
| S1 |
109-27 |
109-27 |
110-14 |
109-14 |
| S2 |
109-02 |
109-02 |
110-08 |
|
| S3 |
106-26 |
107-19 |
110-01 |
|
| S4 |
104-18 |
105-11 |
109-13 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-14 |
125-25 |
116-12 |
|
| R3 |
123-24 |
121-03 |
115-02 |
|
| R2 |
119-02 |
119-02 |
114-20 |
|
| R1 |
116-13 |
116-13 |
114-07 |
115-12 |
| PP |
114-12 |
114-12 |
114-12 |
113-27 |
| S1 |
111-23 |
111-23 |
113-11 |
110-22 |
| S2 |
109-22 |
109-22 |
112-30 |
|
| S3 |
105-00 |
107-01 |
112-16 |
|
| S4 |
100-10 |
102-11 |
111-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-15 |
110-16 |
4-31 |
4.5% |
1-27 |
1.7% |
3% |
False |
True |
706,210 |
| 10 |
118-29 |
110-16 |
8-13 |
7.6% |
1-24 |
1.6% |
2% |
False |
True |
604,750 |
| 20 |
120-05 |
110-16 |
9-21 |
8.7% |
1-11 |
1.2% |
2% |
False |
True |
452,465 |
| 40 |
123-23 |
110-16 |
13-07 |
11.9% |
1-10 |
1.2% |
1% |
False |
True |
325,480 |
| 60 |
128-00 |
110-16 |
17-16 |
15.8% |
1-10 |
1.2% |
1% |
False |
True |
217,383 |
| 80 |
128-27 |
110-16 |
18-11 |
16.6% |
1-07 |
1.1% |
1% |
False |
True |
163,041 |
| 100 |
132-08 |
110-16 |
21-24 |
19.7% |
1-00 |
0.9% |
1% |
False |
True |
130,433 |
| 120 |
132-28 |
110-16 |
22-12 |
20.2% |
0-27 |
0.8% |
1% |
False |
True |
108,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-10 |
|
2.618 |
118-20 |
|
1.618 |
116-12 |
|
1.000 |
115-00 |
|
0.618 |
114-04 |
|
HIGH |
112-24 |
|
0.618 |
111-28 |
|
0.500 |
111-20 |
|
0.382 |
111-12 |
|
LOW |
110-16 |
|
0.618 |
109-04 |
|
1.000 |
108-08 |
|
1.618 |
106-28 |
|
2.618 |
104-20 |
|
4.250 |
100-30 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-20 |
112-20 |
| PP |
111-10 |
111-31 |
| S1 |
110-31 |
111-10 |
|